...but you have to choose the right filesystem if you want the copy to be playable!
Use the "DVD Video" or equivalent option in your burning program which will choose the right filesystem format (UDF 1.02).
I prefer instead to copy the whole disc as an ISO image with whatever tool is handy (sometimes DVD Decrypter, sometimes UltraISO) and then burn the image instead. This is easier than copying the files and then burning a new project.
You can also use the "copy disc" function in some programs.